dharmatech

Query:

$table | Where-Object uninsured_deposits -NE 0 | Sort-Object uninsured_deposits_percent | ft *

Data is from the FFIEC bulk data.

The following FFIEC fields are used.

deposits is from:

Let's suppose the Federal Reserve were to make loans to cover the uninsured deposits of these nine banks, each of which have a market cap below $10B.

The uninsured deposits for these comes out to $347B:

This would raise the Fed balance sheet to $8.986T, which is greater than the all time high of $8.965T:

Summary of Net Liquidity related changes this week.

Keep in mind, any of this could be offset by moves in RRP or TGA. But this is what we know is coming.

If these aren't offset, that's a largish drop in liquidity.

                            NL
2023-02-13 Mon RRP +$64B -64

	IDRSSD NAME total_assets deposits ui_dep ui_dep_pct t1c ur_htm_afs_pct_t1c
	------ ---- ------------ -------- ------ ---------- --- ------------------
	37640 GERMAN AMERICAN BANK 6150272 5397813 2366667 43.84 651327 51
	58243 JOHNSON BANK 6057275 5044657 2371907 47.02 793262 12
	83638 AMERANT BANK, NATIONAL ASSOCIATION 9101588 7103749 3329105 46.86 837970 16
	114260 FIRST NATIONAL BANK ALASKA 5337737 4224857 1950610 46.17 553829 37
	200378 BANC OF CALIFORNIA, NATIONAL ASSOCIATION 9191646 7146819 4498347 62.94 1121049 10
	229913 MIZUHO BANK (USA) 7003100 4538897 2599100 57.26 151


	# ----------------------------------------------------------------------

	$result_por = Import-Csv 'FFIEC CDR Call Bulk POR 12312022.txt' -Delimiter "`t" # FFIEC CDR Call Bulk POR 12312022.txt
	$result_rc = Import-Csv 'FFIEC CDR Call Schedule RC 12312022.txt' -Delimiter "`t" # FFIEC CDR Call Schedule RC 12312022.txt
	$result_rco1 = Import-Csv 'FFIEC CDR Call Schedule RCO 12312022(1 of 2).txt' -Delimiter "`t" # FFIEC CDR Call Schedule RCO 12312022(1 of 2).txt
	$result_rcri = Import-Csv 'FFIEC CDR Call Schedule RCRI 12312022.txt' -Delimiter "`t" # FFIEC CDR Call Schedule RCRI 12312022.txt
	$result_rcb1 = Import-Csv 'FFIEC CDR Call Schedule RCB 12312022(1 of 2).txt' -Delimiter "`t" # FFIEC CDR Call Schedule RCB 12312022(1 of 2).txt

	function create-index ($data)

	"IDRSSD","NAME","deposits","uninsured_deposits","uninsured_deposits_percent","tier_1_capital","htm_unrealized_loss","afs_unrealized_loss","htm_afs_ul_t1c","cre_loans","avg_tangible_eq_for_cal_qtr","cre_loans_pct_avg_tan_eq"
	"595869","CATHAY BANK","18336332","9207120","50.21","2276830","0","148826","6.54","8828591","2260216","391"
	"83638","AMERANT BANK, NATIONAL ASSOCIATION","7103749","3329105","46.86","837970","24492","111956","16.28","2612240","840305","311"
	"208244","OLD NATIONAL BANK","35436005","11985337","33.82","3817402","445463","997706","37.81","10910414","3742967","291"
	"491224","FIRST-CITIZENS BANK & TRUST COMPANY","89536663","29133533","32.54","10186073","1484730","971802","24.12","24375541","10123318","241"
	"197478","EAST WEST BANK","53225764","35051904","65.86","6252421","546697","844232","22.25","13919368","6158998","226"
	"980661","FIRST HAWAIIAN BANK","19932845","11073575","55.55","1895693","505817","398466","47.70","4132309","1866670","221"
	"795968","BANK OF HAWAII","19474651","10789602","55.4


	IDRSSD NAME deposits uninsured_deposits uninsured_deposits_percent tier_1_capital htm_unrealized_loss afs_unrealized_loss htm_afs_ul_t1c
	------ ---- -------- ------------------ -------------------------- -------------- ------------------- ------------------- --------------
	2992547 JOHN DEERE FINANCIAL, F.S.B. 1385207 1384957 99.98 0 0 0
	1883321 FIRST AMERICAN TRUST, FSB 6639061 6464015 97.36 0 0 0
	214807 DEUTSCHE BANK TRUST COMPANY AMERICAS 26830000 26064000 97.14 0 0 0
	541101

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